The invention relates to an anti-theft device for the steering column of a motor vehicle, comprising a locking device including: a sensor (4) located close to the input of the rotor (2) such that it can be biased by the key (3) once it has been introduced into the rotor (2), and a retractable retaining member which can move between a locked position in which it acts on the control finger (7) in order to prevent the longitudinal movement of the slide (6) in the direction of the cam (8) counter to elastic means and an unlocked position in which the slide is released and can move under the action of the elastic means. In addition, coupling means between the sensor (4) and the retaining member enable said retaining member to be moved into: the locked position when the rotor (2) is in the rest position and the key (3) is engaged therein, and the unlocked position when the rotor (2) is in the rest position and the key is removed therefrom.